I don't think that happens to cotten bales. Usually they burn for other reasons and once started, near impossible to put out.
Around here cotten is picked and compressed into one huge bale at the ends of the fields. Then a cover is placed over the top to protect it from weather. A few days later a truck with a special bed will back up to the bales and pull it onto the bed with something like a conveyer belt/chains. The bale is then taken to a cotten gin for ginning. I will try to make a picture or two for you to see later. It is almost ready to be picked now.
Yeah that's what this was. It was ready for the truck. Firetrucks there but I doubt if they were able to salvage any.